Step 1
Preheat the oven to 375 degrees F (190 degrees C). Adjust an oven rack to upper-middle position. Spray a donut pan with cooking spray.
Step 2
Sift flour sugar cornstarch baking powder nutmeg and salt together in a large mixing bowl.
Step 3
Whisk buttermilk eggs baking soda and vanilla extract together in a smaller bowl.
Step 4
Pour melted and cooled shortening into flour mixture and stir until absorbed. Add buttermilk mixture and mix well. Let batter rest for 10 to 15 minutes.
Step 5
Pour a scant tablespoon of batter into the well of each donut cup in the prepared pan. Use the back of a spoon to distribute batter evenly across the bottom of each; you won't use up all of the batter in this batch.
Step 6
Bake in the preheated oven on the upper-middle rack until golden brown 12 to 15 minutes. Remove from the oven; let cool in the pan for 2 to 3 minutes before removing onto a wire rack.
Step 7
Place powdered sugar into a small paper bag. Toss warm doughnuts in powdered sugar to coat.
Step 8
Spray the donut pan with cooking spray again. Spoon batter in tablespoonfuls into the hot pan for the next batch.
Step 9
Bake donuts in the preheated oven on the upper-middle rack until golden brown 12 to 15 minutes. Let cool for 2 to 3 minutes before removing from the pan and toss in powdered sugar.